Crease edge not working
Creasing has more to do with how subdivision surfaces interpret the edges, once a subdivision surface modifier is applied, see gif for demonstration.



If creasing isn't what you're after and you're trying to create a smoothing split by marking edges as sharp, you're going to want to do the following:


Select your object, and access 'Object Data' in the properties panel, and enable 'Auto Smooth'.





Increase the Auto Smooth angle to 180 (or any preferred value).
In edit mode, highlight the edges you want to mark as sharp and press CTRL+E (for edge actions), and choose 'Mark Sharp'.